Conditions on the boundary and parameters that produce ordering in the first passage time
distributions of two different diffusion processes are proved making use of comparison …

The aim of this article is to study diffusion processes on Rd corresponding to coefficients a=
aij (t, x), 1 i, j 5 d, and b= bi (t, x), 1 i d. The first question which naturally arises is: what do we …

In this paper we study a Volterra integral equation of the second kind, including two arbitrary
continuous functions, in order to determine first-passage-time probability density functions …

The problem of the statistical description of the first passage time tj, N to one or two
absorbing boundaries of the first j of a set of N independent diffusing particles in one …

HITTING TIME DISTRIBUTIONS OF SINGLE POINTS FOR 1-DIMENSIONAL
GENERALIZED DIFFUSION PROCESSES MAKOTO YAMAZATO § 1. Introduction Page 1 M …

Let $\mathbf {X}=\{X (t): t\leq 0\} $ be a one-dimensional generalized diffusion process with
initial state $ X (0)> 0$, hitting time $\tau _ {\mathbf {X}}(0) $ at the origin and speed measure …

We solve the Fokker-Planck equation for the Wiener process with drift in the presence of
elastic boundaries and a fixed start point. An explicit expression is obtained for the first …

Feller property of some diffusion processes and the time changed processes is investigated.
Diffusion processes treated here are skew product of one dimensional generalized diffusion …

In this dissertation we consider several limiting criteria forn-dimensional diffusion processes
defined as solutions of stochasticdifferential equations. Our main interest is in criteria for …

It is well-known that a diffusion process on a domain D in Rd (or more generally, a d-
dimensional manifold) with smooth boundary ap is determined by a pair of analytical data …